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Quantitative Researcher, Risk Premia Strategies

Company/ Firm Name

Aspect Capital


London, UK

Published Date

12 May 2022

About the job:

Aspect Capital is an award-winning specialist money manager at the forefront of research into financial markets. We apply systematic quantitative research techniques across a broad spectrum of financial products and markets to deliver returns to investors. We achieve this through a disciplined and consistent investment philosophy designed to generate performance even in declining markets. We are looking for someone to join our Risk Premia and Trend team.

You will have the opportunity to work with the industry’s best thinkers and innovators in a thriving, dynamic, collegiate, multi-disciplinary research team, conducting projects in quantitative financial research and contributing to all areas of model development, portfolio construction, risk management and market access. You will be responsible for your own set of projects, whilst also gaining valuable insight into the the work of the team and the functioning of the fund as a whole.

Your responsibilities:

  • Developing and maintaining mathematical investment models using simulation tools

  • Providing statistical analysis of systematic investment models

  • Assessing and proposing portfolio improvements aligned with our investment goals

  • Generating and developing written research and strategy materials

Your experience:

  • Two to five years of relevant buy-side experience

  • A top class undergraduate degree (and ideally an MSc or PhD) in a numerate discipline, e.g. physics, mathematics, statistics or engineering

  • Strong programming ability in Python or MATLAB

  • Strong oral and written communication skills including the ability to explain complex issues simply

  • Deductive reasoning skills and the ability to analyse and synthesise information for problem solving

If this sounds like an interesting opportunity we would love to hear from you.

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